+105.8%
DAL vs STT
+145.1%
-39.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | -13.9% | +3.9% | -17.8% | -16.1% |
| 3M | +1.1% | +20.0% | -18.9% | -11.1% |
| 6M | +26.2% | +55.3% | -29.1% | -7.1% |
| YTD | +16.4% | +53.3% | -36.9% | -13.6% |
| 1Y | +33.9% | +74.7% | -40.8% | -9.1% |
| 3Y | +93.4% | +205.8% | -112.5% | -6.8% |
| All | +105.8% | +145.1% | -39.2% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling